+107.6%
ENB vs USFD
+375.5%
-267.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +2.0% | +12.3% | -10.3% | -1.0% |
| 3M | -5.8% | -0.7% | -5.1% | -5.9% |
| 6M | -9.7% | +31.3% | -40.9% | -16.2% |
| YTD | +4.2% | +45.7% | -41.5% | -6.5% |
| 1Y | +3.2% | +52.1% | -48.9% | -8.6% |
| 3Y | +70.6% | +158.2% | -87.6% | +29.6% |
| 5Y | +55.1% | +213.8% | -158.6% | +9.1% |
| 10Y | +107.6% | +367.0% | -259.4% | +25.7% |
| All | +107.6% | +375.5% | -267.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling